RTY_1m

E-mini Russell 2000

16,277 positions from 21,810 log rows, 2026-08-02 23:39:00 → 2026-10-16 16:58:27.925001. $50/point. 2 contracts per position: one to the first target, one on the trail. Every dollar is net of $2.50 commission per contract per side.

← All instances

Net profit

-96.13R

Expectancy

-0.006R

Profit factor

0.98

Win rate excl. breakeven

61.7%

48.3% of all trades

Max drawdown

193.55R

Trades

16,277

Edge vs chance

p=0.308

Cumulative net profit

per closed position, in order

Realized only — there is no open-position mark on this page, because the bot owns the tape.

Drawdown from peak

P&L per trade

Chronological. The shape of the ride, not the destination.

P&L distribution

Every trade, sorted. How steep the left tail is against how wide the right one is.

R distribution

Trade count per R bucket — always in R, whatever the display toggle says.

Winning vs losing

Scratches are their own slice — a flat trade is not evidence either way.

P&L per hour of day

Exit hour, Eastern. Hover for the trade count behind each bar.

P&L per day of week

Thin samples early on — read the trade count before the bar.

MAE vs MFE

Heat taken (x) against best unrealized (y), both in R, one point per position. Losers clustered against the left edge means they were rejected immediately rather than given back; losers high up the y axis means winners were handed back and the exit is the problem.

Where the P&L comes from

The engine has exactly three ways out. On the fast instances the stops erase everything the targets and the trail make, and that ratio is the most actionable number here.

Exit n Win rate Total Avg
stop 3,564 0.1% -3730.87R -1.047R
trail 6,695 47.8% +691.40R +0.103R
target 6,018 77.4% +2943.34R +0.489R
net -96.13R

Stop-outs went 0.033R in your favour on average before stopping, and 41 of 3,564 had been up more than +0.25R first. So these are immediate rejections, not winners handed back — the trail is not what to change. Average slippage on a stop: 0.069 points.

Scale-out

The one panel counted in LEGS rather than positions, because that is what it is about.

Reached the first target

34.0%

5,533 of 16,277 positions

Banked by the partials

+1824.4R

+0.330R each, n=5,533

Runner legs, own R +1736.6R +0.314R each
Runners that gave back 924 of 5,533
Runner exits trail:2381 · target:2713 · stop:439
Positions that scaled +0.322R n=5,533
Positions that never did -0.175R n=10,744

The last two rows are partly definitional — reaching the first target IS the trade going your way — so it is the SIZE of the gap that carries information, not its sign.

Summary (R)

Dollar rows are net of commission.
Performance All trades Long trades Short trades
Total net profit -96.13R -53.27R -42.86R
Gross profit +3926.05R +1985.05R +1940.99R
Gross loss 4022.18R 2038.32R 1983.86R
Profit factor 0.976 0.974 0.978
Max. drawdown 193.55R 133.93R 111.92R
Sharpe ratio? -0.008 -0.009 -0.007
Sortino ratio? -0.011 -0.012 -0.010
Ulcer index? 125.259 78.169 57.654
t statistic? -1.019 -0.773 -0.665
p value? 0.308 0.439 0.506
Total # of trades 16,277 8,209 8,068
Percent profitable? 48.3% 48.3% 48.2%
Win rate excl. breakeven? 61.7% 61.8% 61.7%
# of winning trades 7,859 3,968 3,891
# of losing trades 4,871 2,452 2,419
# of even trades 3,547 1,789 1,758
Avg. trade -0.006R -0.006R -0.005R
Avg. winning trade +0.500R +0.500R +0.499R
Avg. losing trade -0.826R -0.831R -0.820R
Ratio avg. win / avg. loss 0.605 0.602 0.608
Largest winning trade +15.50R +15.50R +5.00R
Largest losing trade -13.00R -13.00R -5.00R
Max. consec. winners 18 24 16
Max. consec. losers 10 10 13
Sessions traded? 66 65 66
Avg. trades per session 246.621 126.292 122.242
Avg. time in market 38 sec 37 sec 39 sec
Profit per month? -39.16R -21.71R -17.46R
Max. time to recover? 16.5 hrs 14.5 hrs 2.6 hrs
Longest flat period? 73.32 days 72.12 days 74.58 days
Avg. MAE? 0.370R 0.373R 0.367R
Avg. MFE? 0.401R 0.402R 0.399R
Avg. ETD? 0.409R 0.414R 0.404R
Avg. entry efficiency? 59% 59% 59%
Avg. exit efficiency? 45% 45% 46%
Avg. total efficiency? 4% 5% 4%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 544 45.4% -27.90R -0.051R
1 650 50.0% +31.37R +0.048R
2 730 49.5% +5.52R +0.008R
3 757 49.8% -4.75R -0.006R
4 765 51.2% +20.80R +0.027R
5 746 50.5% +2.42R +0.003R
6 734 51.5% -3.01R -0.004R
7 791 46.0% -8.35R -0.011R
8 812 49.3% -14.29R -0.018R
9 773 49.3% +6.40R +0.008R
10 759 49.5% -7.46R -0.010R
11 753 49.7% -21.25R -0.028R
12 759 47.8% -8.39R -0.011R
13 775 47.5% -25.48R -0.033R
14 797 46.3% -5.13R -0.006R
15 776 47.6% +2.05R +0.003R
16 791 40.8% -76.86R -0.097R
18 543 44.2% -5.48R -0.010R
19 502 46.8% -16.23R -0.032R
20 693 53.2% +42.77R +0.062R
21 688 46.2% -45.67R -0.066R
22 586 48.8% +18.20R +0.031R
23 553 48.3% +44.58R +0.081R

Day of week

Bucket n Win rate Total Avg
Mon 3,213 48.1% +27.11R +0.008R
Tue 3,259 47.8% -70.08R -0.022R
Wed 3,281 48.8% +37.16R +0.011R
Thu 3,213 49.3% +17.60R +0.005R
Fri 2,646 47.8% -80.52R -0.030R
Sun 665 46.5% -27.41R -0.041R

Session

Bucket n Win rate Total Avg
rth 4,973 48.3% -59.83R -0.012R
globex 11,304 48.3% -36.30R -0.003R

Direction

Bucket n Win rate Total Avg
long 8,209 48.3% -53.27R -0.006R
short 8,068 48.2% -42.86R -0.005R

Combo

Bucket n Win rate Total Avg
2-1-2_bear_reversal 2,039 48.3% -39.28R -0.019R
2-1-2_bull_continuation 2,069 46.9% -38.29R -0.019R
3-1-2_bear_reversal 715 47.3% -11.87R -0.017R
2-2_bull_reversal 3,340 48.4% -35.61R -0.011R
3-1-2_bull_reversal 652 50.6% -6.13R -0.009R
2-2_bear_reversal 3,324 48.0% -4.65R -0.001R
2-1-2_bear_continuation 1,990 48.8% +12.94R +0.007R
2-1-2_bull_reversal 2,148 49.0% +26.76R +0.012R

Continuity

Bucket n Win rate Total Avg
it does not 13,160 48.5% -97.77R -0.007R
continuity backs it 3,117 47.4% +1.64R +0.001R

Analysis (R)

66 daily rows · cumulative columns run across the whole window
Period # % trade Net Cum. net Gross profit Gross loss Max DD Cum. max DD % win Avg Avg win Avg loss Lrg win Lrg loss MAE MFE ETD Entry eff Exit eff Total eff
2026-08-02 2 0.0% -0.60R -0.60R +0.00R 0.60R 0.60R 0.60R 0.0% -0.300R — -0.600R — -0.60R 0.76R 0.20R 0.50R 17% 58% -25%
2026-08-03 328 2.0% +14.13R +13.53R +83.35R 69.22R 8.56R 8.56R 48.5% +0.043R +0.524R -0.778R +5.00R -4.00R 0.30R 0.33R 0.29R 59% 55% 14%
2026-08-04 297 1.8% +2.46R +15.99R +75.38R 72.92R 17.23R 17.23R 46.8% +0.008R +0.542R -0.838R +4.00R -2.00R 0.34R 0.32R 0.31R 57% 57% 14%
2026-08-05 306 1.9% -6.34R +9.65R +64.07R 70.42R 15.66R 17.23R 42.2% -0.021R +0.497R -0.903R +2.00R -3.00R 0.32R 0.30R 0.32R 59% 52% 11%
2026-08-06 288 1.8% -9.64R +0.01R +69.00R 78.64R 35.79R 35.79R 47.2% -0.033R +0.507R -0.914R +3.00R -4.00R 0.34R 0.32R 0.35R 59% 53% 12%
2026-08-07 223 1.4% -4.29R -4.28R +44.88R 49.17R 27.70R 35.79R 45.3% -0.019R +0.444R -0.723R +2.33R -1.40R 0.31R 0.28R 0.30R 56% 52% 8%
2026-08-09 61 0.4% -2.32R -6.60R +21.88R 24.20R 28.66R 35.79R 47.5% -0.038R +0.755R -1.152R +3.00R -2.00R 0.47R 0.38R 0.42R 52% 56% 8%
2026-08-10 276 1.7% -5.36R -11.96R +60.53R 65.89R 36.85R 36.85R 46.0% -0.019R +0.477R -0.856R +2.00R -2.00R 0.33R 0.29R 0.31R 57% 54% 11%
2026-08-11 257 1.6% -26.17R -38.13R +49.56R 75.74R 60.53R 60.53R 44.0% -0.102R +0.439R -0.902R +2.00R -3.00R 0.37R 0.26R 0.37R 55% 51% 6%
2026-08-12 295 1.8% +8.11R -30.03R +85.19R 77.08R 60.58R 60.58R 47.8% +0.027R +0.604R -0.876R +5.00R -4.00R 0.35R 0.35R 0.33R 58% 55% 13%
2026-08-13 249 1.5% +11.75R -18.28R +66.76R 55.01R 51.83R 60.58R 48.2% +0.047R +0.556R -0.873R +5.00R -3.00R 0.34R 0.36R 0.31R 59% 59% 17%
2026-08-14 225 1.4% -4.97R -23.25R +44.73R 49.70R 49.87R 60.58R 47.6% -0.022R +0.418R -0.842R +1.50R -3.00R 0.30R 0.27R 0.29R 59% 56% 14%
2026-08-16 46 0.3% -1.31R -24.56R +21.60R 22.91R 51.04R 60.58R 43.5% -0.028R +1.080R -0.996R +3.00R -2.00R 0.53R 0.50R 0.53R 48% 47% -6%
2026-08-17 287 1.8% -7.14R -31.70R +59.10R 66.24R 57.79R 60.58R 43.2% -0.025R +0.477R -0.872R +2.00R -2.00R 0.33R 0.29R 0.31R 56% 53% 9%
2026-08-18 298 1.8% -9.69R -41.39R +70.65R 80.34R 72.86R 72.86R 46.0% -0.033R +0.516R -0.956R +2.00R -2.33R 0.39R 0.40R 0.42R 59% 46% 5%
2026-08-19 250 1.5% +21.33R -20.06R +73.41R 52.08R 63.84R 72.86R 52.8% +0.085R +0.556R -0.766R +2.50R -2.00R 0.34R 0.47R 0.40R 64% 47% 11%
2026-08-20 290 1.8% +20.84R +0.78R +74.27R 53.44R 41.99R 72.86R 54.1% +0.072R +0.473R -0.685R +2.50R -1.50R 0.34R 0.45R 0.39R 64% 45% 9%
2026-08-21 268 1.6% -8.41R -7.63R +58.33R 66.74R 30.86R 72.86R 50.0% -0.031R +0.435R -0.814R +2.00R -3.00R 0.39R 0.40R 0.43R 59% 42% 1%
2026-08-23 73 0.4% -18.47R -26.10R +12.16R 30.62R 47.65R 72.86R 38.4% -0.253R +0.434R -0.928R +1.50R -2.50R 0.55R 0.34R 0.64R 45% 32% -23%
2026-08-24 278 1.7% -15.86R -41.96R +69.85R 85.72R 68.23R 72.86R 43.2% -0.057R +0.582R -0.857R +3.00R -4.00R 0.44R 0.44R 0.50R 56% 40% -3%
2026-08-25 305 1.9% -22.01R -63.97R +65.91R 87.92R 86.23R 86.23R 44.6% -0.072R +0.485R -0.888R +2.50R -3.00R 0.42R 0.39R 0.47R 57% 42% -1%
2026-08-26 294 1.8% +4.34R -59.63R +73.67R 69.33R 88.70R 88.70R 51.4% +0.015R +0.488R -0.816R +4.00R -2.00R 0.37R 0.45R 0.43R 61% 44% 5%
2026-08-27 298 1.8% +1.36R -58.27R +72.75R 71.39R 85.04R 88.70R 50.0% +0.005R +0.488R -0.850R +4.00R -2.50R 0.37R 0.43R 0.42R 62% 44% 6%
2026-08-28 235 1.4% -1.70R -59.98R +52.67R 54.38R 81.91R 88.70R 49.4% -0.007R +0.454R -0.788R +2.33R -2.00R 0.38R 0.40R 0.40R 59% 44% 3%
2026-08-30 76 0.5% +0.05R -59.93R +20.98R 20.93R 85.96R 88.70R 47.4% +0.001R +0.583R -0.598R +2.00R -1.67R 0.41R 0.43R 0.47R 55% 42% -3%
2026-08-31 311 1.9% -34.98R -94.92R +68.41R 103.40R 118.72R 118.72R 43.7% -0.112R +0.503R -0.985R +2.75R -4.00R 0.46R 0.41R 0.54R 54% 39% -7%
2026-09-01 318 2.0% +19.61R -75.31R +85.38R 65.77R 130.51R 130.51R 52.2% +0.062R +0.514R -0.747R +2.00R -2.50R 0.35R 0.47R 0.41R 60% 45% 5%
2026-09-02 290 1.8% -17.72R -93.02R +63.74R 81.45R 116.38R 130.51R 43.1% -0.061R +0.510R -0.867R +7.50R -4.00R 0.41R 0.42R 0.49R 56% 40% -5%
2026-09-03 283 1.7% -22.75R -115.78R +63.20R 85.95R 138.75R 138.75R 42.4% -0.080R +0.527R -0.860R +2.37R -2.00R 0.41R 0.39R 0.46R 53% 39% -8%
2026-09-04 222 1.4% -17.86R -133.64R +46.75R 64.60R 155.94R 155.94R 47.7% -0.080R +0.441R -0.979R +2.00R -3.00R 0.43R 0.37R 0.45R 55% 44% -0%
2026-09-06 44 0.3% -5.97R -139.61R +14.52R 20.50R 164.85R 164.85R 40.9% -0.136R +0.807R -1.079R +2.50R -3.00R 0.54R 0.42R 0.53R 49% 46% -5%
2026-09-07 216 1.3% +2.32R -137.28R +67.91R 65.59R 165.57R 165.57R 49.1% +0.011R +0.641R -0.820R +4.00R -3.00R 0.41R 0.46R 0.45R 57% 47% 5%
2026-09-08 309 1.9% -14.37R -151.66R +65.09R 79.46R 176.62R 176.62R 48.5% -0.047R +0.434R -0.854R +2.00R -4.00R 0.39R 0.39R 0.44R 59% 42% 1%
2026-09-09 292 1.8% -6.10R -157.75R +66.68R 72.78R 179.55R 179.55R 50.7% -0.021R +0.451R -0.910R +3.25R -3.00R 0.38R 0.42R 0.43R 59% 46% 5%
2026-09-10 332 2.0% +4.03R -153.72R +83.82R 79.79R 184.56R 184.56R 51.2% +0.012R +0.493R -0.775R +3.50R -2.50R 0.36R 0.45R 0.44R 60% 44% 4%
2026-09-11 270 1.7% -5.43R -159.15R +53.66R 59.08R 180.71R 184.56R 44.8% -0.020R +0.443R -0.748R +2.75R -2.00R 0.36R 0.39R 0.42R 59% 40% -1%
2026-09-13 61 0.4% -0.51R -159.65R +22.30R 22.80R 182.76R 184.56R 52.5% -0.008R +0.697R -1.036R +3.00R -3.00R 0.52R 0.50R 0.56R 54% 54% 9%
2026-09-14 229 1.4% +8.79R -150.87R +69.36R 60.57R 182.95R 184.56R 52.8% +0.038R +0.573R -0.748R +7.50R -2.33R 0.42R 0.49R 0.47R 58% 44% 2%
2026-09-15 233 1.4% +1.23R -149.63R +81.16R 79.93R 193.55R 193.55R 52.8% +0.005R +0.660R -0.999R +15.50R -13.00R 0.49R 0.50R 0.54R 58% 48% 6%
2026-09-16 302 1.9% -7.86R -157.49R +65.01R 72.87R 180.79R 193.55R 47.4% -0.026R +0.455R -0.784R +3.00R -2.00R 0.35R 0.37R 0.39R 61% 44% 5%
2026-09-17 302 1.9% +8.73R -148.76R +83.71R 74.98R 184.61R 193.55R 49.0% +0.029R +0.566R -0.798R +4.00R -1.67R 0.35R 0.46R 0.42R 61% 44% 4%
2026-09-18 240 1.5% -12.75R -161.51R +51.01R 63.76R 183.23R 193.55R 47.1% -0.053R +0.451R -0.898R +3.00R -3.00R 0.41R 0.39R 0.45R 59% 41% 0%
2026-09-20 74 0.5% +4.81R -156.70R +24.01R 19.21R 184.14R 193.55R 51.4% +0.065R +0.632R -0.711R +2.00R -2.00R 0.39R 0.49R 0.42R 58% 47% 5%
2026-09-21 320 2.0% -4.30R -160.99R +72.30R 76.59R 186.05R 193.55R 48.1% -0.013R +0.469R -0.833R +3.00R -2.50R 0.38R 0.41R 0.43R 58% 43% 2%
2026-09-22 309 1.9% +8.74R -152.25R +72.98R 64.24R 184.55R 193.55R 50.2% +0.028R +0.471R -0.783R +3.00R -2.00R 0.34R 0.41R 0.39R 61% 44% 5%
2026-09-23 331 2.0% +22.03R -130.22R +93.11R 71.08R 177.21R 193.55R 49.2% +0.067R +0.571R -0.740R +3.50R -2.00R 0.35R 0.46R 0.39R 61% 46% 7%
2026-09-24 205 1.3% -4.69R -134.91R +54.77R 59.46R 156.46R 193.55R 47.8% -0.023R +0.559R -0.837R +3.00R -3.00R 0.38R 0.44R 0.45R 58% 41% -1%
2026-09-25 226 1.4% -16.05R -150.95R +42.31R 58.36R 173.93R 193.55R 50.4% -0.071R +0.371R -0.884R +1.67R -5.00R 0.38R 0.37R 0.46R 61% 40% 1%
2026-09-27 83 0.5% -6.38R -157.33R +17.99R 24.37R 179.63R 193.55R 47.0% -0.077R +0.461R -0.738R +1.75R -3.00R 0.42R 0.40R 0.50R 54% 39% -6%
2026-09-28 327 2.0% +17.02R -140.31R +83.82R 66.81R 179.88R 193.55R 52.9% +0.052R +0.485R -0.768R +2.00R -2.00R 0.35R 0.46R 0.39R 63% 47% 10%
2026-09-29 344 2.1% -23.56R -163.87R +75.73R 99.29R 190.45R 193.55R 46.8% -0.068R +0.470R -0.911R +2.50R -5.00R 0.42R 0.40R 0.46R 58% 43% 1%
2026-09-30 315 1.9% +8.75R -155.12R +80.99R 72.23R 191.39R 193.55R 48.9% +0.028R +0.526R -0.794R +4.00R -2.50R 0.37R 0.43R 0.42R 62% 43% 5%
2026-10-01 318 2.0% +18.62R -136.50R +75.90R 57.28R 179.74R 193.55R 50.9% +0.059R +0.469R -0.690R +3.00R -2.33R 0.31R 0.42R 0.36R 64% 45% 10%
2026-10-02 256 1.6% -1.88R -138.38R +49.47R 51.35R 164.23R 193.55R 49.6% -0.007R +0.390R -0.676R +2.00R -2.00R 0.34R 0.37R 0.36R 59% 45% 5%
2026-10-04 83 0.5% +2.30R -136.08R +19.78R 17.48R 161.36R 193.55R 51.8% +0.028R +0.460R -0.699R +1.50R -2.00R 0.31R 0.43R 0.38R 65% 45% 10%
2026-10-05 318 2.0% +16.84R -119.24R +90.19R 73.35R 160.97R 193.55R 49.7% +0.053R +0.571R -0.815R +4.00R -2.75R 0.36R 0.47R 0.40R 61% 42% 2%
2026-10-06 301 1.8% +16.06R -103.18R +79.96R 63.90R 143.45R 193.55R 48.8% +0.053R +0.544R -0.761R +3.00R -2.00R 0.37R 0.45R 0.42R 60% 42% 2%
2026-10-07 330 2.0% +1.85R -101.33R +80.16R 78.31R 131.62R 193.55R 51.5% +0.006R +0.472R -0.816R +2.00R -3.00R 0.37R 0.41R 0.42R 59% 45% 4%
2026-10-08 314 1.9% -1.37R -102.70R +63.33R 64.70R 134.34R 193.55R 50.6% -0.004R +0.398R -0.703R +2.00R -2.00R 0.35R 0.38R 0.39R 59% 42% 2%
2026-10-09 256 1.6% -4.62R -107.33R +52.61R 57.23R 130.03R 193.55R 46.5% -0.018R +0.442R -0.743R +2.00R -2.50R 0.35R 0.38R 0.40R 60% 43% 3%
2026-10-11 62 0.4% +0.99R -106.34R +21.18R 20.20R 136.53R 193.55R 41.9% +0.016R +0.815R -0.918R +2.50R -2.50R 0.43R 0.47R 0.48R 54% 45% -1%
2026-10-12 323 2.0% +35.65R -70.69R +99.92R 64.27R 128.56R 193.55R 51.4% +0.110R +0.602R -0.793R +4.00R -3.00R 0.31R 0.51R 0.39R 65% 49% 14%
2026-10-13 288 1.8% -22.38R -93.07R +57.42R 79.80R 114.62R 193.55R 45.1% -0.078R +0.442R -0.877R +2.50R -3.00R 0.40R 0.36R 0.44R 56% 42% -2%
2026-10-14 276 1.7% +8.77R -84.30R +64.66R 55.89R 118.45R 193.55R 52.2% +0.032R +0.449R -0.735R +2.00R -2.00R 0.36R 0.44R 0.42R 62% 45% 7%
2026-10-15 334 2.1% -9.27R -93.57R +65.53R 74.80R 115.35R 193.55R 49.7% -0.028R +0.395R -0.787R +1.67R -2.33R 0.38R 0.37R 0.40R 59% 43% 2%
2026-10-16 225 1.4% -2.56R -96.13R +45.54R 48.10R 122.11R 193.55R 47.1% -0.011R +0.430R -0.752R +2.00R -1.67R 0.35R 0.37R 0.39R 60% 39% -1%